+160.4%
ASTS vs GDDY
+60.8%
+99.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -5.9% |
| 7D | +0.8% | -0.2% | +1.1% | +0.8% |
| 30D | -22.6% | +10.4% | -33.0% | -25.2% |
| 3M | -54.4% | +13.6% | -68.0% | -56.8% |
| 6M | -56.4% | +33.7% | -90.1% | -62.7% |
| YTD | -55.1% | -8.0% | -47.1% | -54.6% |
| 1Y | -46.9% | -12.9% | -34.0% | -44.6% |
| 3Y | +715.0% | +29.3% | +685.7% | +462.9% |
| All | +160.4% | +60.8% | +99.6% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling